HIring process is strange - Candidate for Collections Navient Employee Review

I was contacted and asked to supply my w2's to a company called Sterling, I researched and are not BBB accredited, they also have many complaints against them. I found this invasive and then said needed to investigate my internship. It was absolutely crazy. I worked at many banks, have stellar credit and never lied in my life. I feel very intrusive and opening up company for big law suit. This seems scary for entry level job and highly offensive, not to mention almost illegal with what third party can extract from this sensitive information.